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MAIIX vs. SLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MAIIX and SLV is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

MAIIX vs. SLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE International Index Fund (MAIIX) and iShares Silver Trust (SLV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MAIIX:

0.71

SLV:

0.13

Sortino Ratio

MAIIX:

1.12

SLV:

0.72

Omega Ratio

MAIIX:

1.15

SLV:

1.09

Calmar Ratio

MAIIX:

0.91

SLV:

0.23

Martin Ratio

MAIIX:

2.66

SLV:

1.26

Ulcer Index

MAIIX:

4.71%

SLV:

8.98%

Daily Std Dev

MAIIX:

16.89%

SLV:

30.02%

Max Drawdown

MAIIX:

-62.24%

SLV:

-76.28%

Current Drawdown

MAIIX:

0.00%

SLV:

-36.25%

Returns By Period

In the year-to-date period, MAIIX achieves a 17.11% return, which is significantly higher than SLV's 14.43% return. Over the past 10 years, MAIIX has underperformed SLV with an annualized return of 5.82%, while SLV has yielded a comparatively higher 6.31% annualized return.


MAIIX

YTD

17.11%

1M

9.24%

6M

15.83%

1Y

11.89%

3Y*

12.78%

5Y*

12.47%

10Y*

5.82%

SLV

YTD

14.43%

1M

1.96%

6M

5.72%

1Y

3.97%

3Y*

14.50%

5Y*

13.55%

10Y*

6.31%

*Annualized

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iShares Silver Trust

MAIIX vs. SLV - Expense Ratio Comparison

MAIIX has a 0.09% expense ratio, which is lower than SLV's 0.50% expense ratio.


Risk-Adjusted Performance

MAIIX vs. SLV — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MAIIX
The Risk-Adjusted Performance Rank of MAIIX is 7171
Overall Rank
The Sharpe Ratio Rank of MAIIX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of MAIIX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of MAIIX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of MAIIX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of MAIIX is 6969
Martin Ratio Rank

SLV
The Risk-Adjusted Performance Rank of SLV is 3636
Overall Rank
The Sharpe Ratio Rank of SLV is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of SLV is 4343
Sortino Ratio Rank
The Omega Ratio Rank of SLV is 3939
Omega Ratio Rank
The Calmar Ratio Rank of SLV is 3333
Calmar Ratio Rank
The Martin Ratio Rank of SLV is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MAIIX vs. SLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE International Index Fund (MAIIX) and iShares Silver Trust (SLV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current MAIIX Sharpe Ratio is 0.71, which is higher than the SLV Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of MAIIX and SLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

MAIIX vs. SLV - Dividend Comparison

MAIIX's dividend yield for the trailing twelve months is around 2.89%, while SLV has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
MAIIX
iShares MSCI EAFE International Index Fund
2.89%3.38%3.16%2.76%3.00%1.94%3.29%4.53%2.42%2.81%2.41%0.80%
SLV
iShares Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MAIIX vs. SLV - Drawdown Comparison

The maximum MAIIX drawdown since its inception was -62.24%, smaller than the maximum SLV drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for MAIIX and SLV. For additional features, visit the drawdowns tool.


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Volatility

MAIIX vs. SLV - Volatility Comparison

The current volatility for iShares MSCI EAFE International Index Fund (MAIIX) is 3.13%, while iShares Silver Trust (SLV) has a volatility of 7.23%. This indicates that MAIIX experiences smaller price fluctuations and is considered to be less risky than SLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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